+63.9%
CSCO vs FCX
+74.0%
-10.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | 0.0% | +3.1% | -3.1% | -0.6% |
| 30D | -10.7% | +8.1% | -18.8% | -12.2% |
| 3M | -8.7% | +18.9% | -27.7% | -12.1% |
| 6M | +44.9% | +26.6% | +18.3% | +37.4% |
| YTD | +44.1% | +51.2% | -7.0% | +35.5% |
| All | +63.9% | +74.0% | -10.0% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FCX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling